Scribd
Upload
23 views2 pages

Ch2 Example1 (r1 + r2)

Harry Vernon collected data on VCR sales at Vernon's Music Store last year. The document provides the time series data and calculates the lag 1 and lag 2 autocorrelation coefficients (r1 and r2) to analyze relationships between current and past time periods. It finds r1 = 0.571913 and r2 = 0.462687, with t-statistics that are not significant, indicating no clear autocorrelation.

Uploaded by

alanoud
Copyright
© © All Rights Reserved
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
Download as xlsx, pdf, or txt
23 views2 pages

Ch2 Example1 (r1 + r2)

Harry Vernon collected data on VCR sales at Vernon's Music Store last year. The document provides the time series data and calculates the lag 1 and lag 2 autocorrelation coefficients (r1 and r2) to analyze relationships between current and past time periods. It finds r1 = 0.571913 and r2 = 0.462687, with t-statistics that are not significant, indicating no clear autocorrelation.

Uploaded by

alanoud
Copyright
© © All Rights Reserved
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
Download as xlsx, pdf, or txt
Download as xlsx, pdf, or txt
You are on page 1/ 2

Harry Vernon has collected data on the number of VCRs sold last year for Vernon’s Music Store.

We need to know lag 1 and la

t Yt Y(t-1) Yt - Ybar Y(t-1)-Ybar(Yt - Ybar)^2 (Yt - Ybar )(Y(t-1)-Ybar)


1 123 -19 361 0
2 130 123 -12 -19 144 228
3 125 130 -17 -12 289 204
4 138 125 -4 -17 16 68
5 145 138 3 -4 9 -12
6 142 145 0 3 0 0
7 141 142 -1 0 1 0
8 146 141 4 -1 16 -4
9 147 146 5 4 25 20
10 157 147 15 5 225 75
11 150 157 8 15 64 120
12 160 150 18 8 324 144
Total 1704 1474 843

Y Bar 142

r1 0.571913 Se(r1) 0.288675134594813

t 1.981165

t Yt Y(t-2) Yt - Ybar Y(t-2)-Ybar(Yt - Ybar)^2 (Yt - Ybar )(Y(t-2)-Ybar)


1 123 -19 361 0
2 130 -12 144 0
3 125 123 -17 -19 289 323
4 138 130 -4 -12 16 48
5 145 125 3 -17 9 -51
6 142 138 0 -4 0 0
7 141 145 -1 3 1 -3
8 146 142 4 0 16 0
9 147 141 5 -1 25 -5
10 157 146 15 4 225 60
11 150 147 8 5 64 40
12 160 157 18 15 324 270
Total 1704 1474 682

Y Bar 142

r2 0.462687 Se(r2) 0.371278122224959

t 1.246199
We need to know lag 1 and lag 2 autocorrelation coefficients ( r1 and r2 ).

You might also like